+393.4%
GDX vs SNAP
-77.4%
+470.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.8% |
| 7D | +4.0% | +1.5% | +2.5% | +3.9% |
| 30D | +9.5% | +1.9% | +7.6% | +9.3% |
| 3M | +25.1% | -3.9% | +29.0% | +25.1% |
| 6M | -2.9% | +5.2% | -8.2% | -3.6% |
| YTD | +14.7% | -32.7% | +47.5% | +16.3% |
| 1Y | +47.4% | -24.8% | +72.2% | +48.5% |
| 3Y | +259.7% | -42.2% | +301.9% | +260.3% |
| 5Y | +227.7% | -92.7% | +320.3% | +243.3% |
| All | +393.4% | -77.4% | +470.8% | +401.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling